A Practical Geometrically Convergent Cutting Plane Algorithm
From MaRDI portal
Publication:4835066
DOI10.1137/0732028zbMath0823.49022OpenAlexW1964893619MaRDI QIDQ4835066
R. R. Merkovsky, Michael A. H. Dempster
Publication date: 22 October 1995
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0732028
strict convexitygeometric convergence rateouter approximation algorithmCheney-Goldstein-Kelley cutting plane algorithmlexicographic dual simplex method
Numerical mathematical programming methods (65K05) Convex programming (90C25) Linear programming (90C05)
Related Items (5)
A regularized simplex method ⋮ Implementing the simplex method as a cutting-plane method, with a view to regularization ⋮ Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study ⋮ An enhanced model for portfolio choice with SSD criteria: a constructive approach ⋮ Gaining traction: on the convergence of an inner approximation scheme for probability maximization
This page was built for publication: A Practical Geometrically Convergent Cutting Plane Algorithm
